Long Call
Long Call • Dec 10, 2021 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Long Call strategy on SPX from Dec 10, 2021 - Dec 10, 2025, placing 358 trades that stayed open for an average of 2 days. Despite winning only 29.89% of trades (107 vs 251), the winners were big enough to generate $627,292.72 in profits. On average, each position made $1,752.21. When annualized, that's a 64.2% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 42.0%, which would require strong conviction to ride out. The Sharpe ratio of 1.94 suggests the returns were worth the risk. While it made money, there's definitely room to improve the consistency and risk management here.
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Trade Log
| Date | Entry | Exit | Exit Reason | P&L | Return | Action |
|---|---|---|---|---|---|---|
| 2021-12-13 | $30.77 | $8.57 | Expiration | $-4,445.74 | -72.15% | |
| 2021-12-15 | $32.23 | $22.51 | Stop Loss | $-1,949.21 | -30.16% | |
| 2021-12-20 | $40.34 | $190.04 | Expiration | $29,935.04 | 371.11% | |
| 2021-12-27 | $20.26 | $15.72 | Expiration | $-914.06 | -22.43% | |
| 2022-01-03 | $20.70 | $0.00 | Expiration | $-4,144.98 | -100.00% | |
| 2022-01-06 | $20.92 | $0.00 | Expiration | $-4,188.34 | -100.00% | |
| 2022-01-07 | $4.76 | $0.00 | Expiration | $-956.56 | -100.00% | |
| 2022-01-10 | $31.91 | $97.46 | Expiration | $13,104.42 | 205.40% | |
| 2022-01-12 | $27.50 | $19.20 | Stop Loss | $-1,664.97 | -30.18% | |
| 2022-01-13 | $23.19 | $0.00 | Expiration | $-4,643.76 | -100.00% | |
| 2022-01-14 | $4.42 | $0.05 | Expiration | $-879.48 | -98.87% | |
| 2022-01-18 | $42.50 | $0.00 | Expiration | $-8,504.88 | -100.00% | |
| 2022-01-19 | $57.55 | $40.23 | Stop Loss | $-3,467.95 | -30.09% | |
| 2022-01-20 | $31.67 | $0.00 | Expiration | $-6,339.72 | -100.00% | |
| 2022-01-21 | $10.61 | $0.00 | Expiration | $-2,127.78 | -100.00% | |
| 2022-01-24 | $101.22 | $0.00 | Expiration | $-20,248.92 | -100.00% | |
| 2022-01-26 | $96.14 | $99.54 | Expiration | $674.94 | 3.54% | |
| 2022-01-28 | $8.50 | $177.18 | Expiration | $33,730.68 | 1,984.32% | |
| 2022-01-31 | $43.98 | $116.60 | Expiration | $14,519.02 | 165.13% | |
| 2022-02-07 | $37.13 | $129.38 | Expiration | $18,444.60 | 248.44% | |
| 2022-02-11 | $14.31 | $0.00 | Expiration | $-2,866.74 | -100.00% | |
| 2022-02-14 | $47.61 | $87.84 | Expiration | $8,041.14 | 84.51% | |
| 2022-02-16 | $37.18 | $0.00 | Expiration | $-7,442.08 | -100.00% | |
| 2022-02-18 | $9.31 | $0.05 | Expiration | $-1,856.74 | -99.46% | |
| 2022-02-22 | $37.32 | $0.00 | Expiration | $-7,469.12 | -100.00% | |
| 2022-02-23 | $51.05 | $215.44 | Expiration | $32,872.02 | 321.99% | |
| 2022-02-25 | $6.45 | $0.00 | Expiration | $-1,295.78 | -100.00% | |
| 2022-02-28 | $49.92 | $34.89 | Stop Loss | $-3,010.25 | -30.10% | |
| 2022-03-01 | $46.65 | $131.62 | Expiration | $16,989.72 | 182.17% | |
| 2022-03-02 | $47.04 | $32.88 | Stop Loss | $-2,837.83 | -30.11% | |
| 2022-03-07 | $56.83 | $39.73 | Stop Loss | $-3,425.22 | -30.09% | |
| 2022-03-08 | $42.41 | $157.92 | Expiration | $23,097.50 | 272.40% | |
| 2022-03-09 | $53.64 | $37.50 | Stop Loss | $-3,233.54 | -30.09% | |
| 2022-03-11 | $5.97 | $0.00 | Expiration | $-1,199.60 | -100.00% | |
| 2022-03-14 | $55.87 | $225.18 | Expiration | $33,857.36 | 303.06% | |
| 2022-03-21 | $37.24 | $27.06 | Expiration | $-2,040.96 | -27.33% | |
| 2022-03-28 | $27.42 | $27.79 | Expiration | $68.06 | 1.34% | |
| 2022-04-04 | $25.34 | $0.00 | Expiration | $-5,074.00 | -100.00% | |
| 2022-04-07 | $23.80 | $0.00 | Expiration | $-4,765.38 | -100.00% | |
| 2022-04-11 | $55.12 | $38.53 | Stop Loss | $-3,322.43 | -30.09% | |
| 2022-04-12 | $36.13 | $12.74 | Expiration | $-4,684.04 | -64.74% | |
| 2022-04-14 | $7.65 | $0.05 | Expiration | $-1,525.08 | -99.35% | |
| 2022-04-18 | $33.49 | $135.00 | Expiration | $20,296.00 | 303.06% | |
| 2022-04-20 | $31.91 | $0.00 | Expiration | $-6,388.08 | -100.00% | |
| 2022-04-28 | $37.41 | $0.00 | Expiration | $-7,487.84 | -100.00% | |
| 2022-05-03 | $42.93 | $190.42 | Expiration | $29,492.80 | 343.56% | |
| 2022-05-04 | $47.11 | $0.05 | EMA Exit | $-9,416.74 | -99.89% | |
| 2022-05-13 | $9.23 | $0.00 | Expiration | $-1,850.30 | -100.00% | |
| 2022-05-16 | $48.78 | $0.00 | Expiration | $-9,760.28 | -100.00% | |
| 2022-05-23 | $72.30 | $50.56 | Stop Loss | $-4,353.33 | -30.07% |